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Pierre Del Moral

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Stand Alone

Feynman-Kac formulae
On the Concentration Properties of Interacting Particle Processes
Mean Field Simulation for Monte Carlo Integration
Feynman-Kac formulae: genealogical and interacting particle systems with applications
Numerical Methods in Finance
Numerical Methods in Finance Bordeaux, June 2010
Feynman-Kac Formulae Genealogical and Interacting Particle Systems with Applications
Mean Field Simulation for Monte Carlo Integration